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IpDefaultIterateInitializer.hpp
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1 // Copyright (C) 2004, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpDefaultIterateInitializer.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-09-24
8 
9 #ifndef __IPDEFAULTITERATEINITIALIZER_HPP__
10 #define __IPDEFAULTITERATEINITIALIZER_HPP__
11 
12 #include "IpIterateInitializer.hpp"
13 #include "IpEqMultCalculator.hpp"
14 #include "IpAugSystemSolver.hpp"
15 
16 namespace Ipopt
17 {
18 
25  {
26  public:
35  (const SmartPtr<EqMultiplierCalculator>& eq_mult_calculator,
36  const SmartPtr<IterateInitializer>& warm_start_initializer,
37  const SmartPtr<AugSystemSolver> aug_system_solver = NULL);
38 
41  {}
43 
45  virtual bool InitializeImpl(const OptionsList& options,
46  const std::string& prefix);
47 
50  virtual bool SetInitialIterates();
51 
55  static void push_variables(const Journalist& jnlst,
56  Number bound_push,
57  Number bound_frac,
58  std::string name,
59  const Vector& orig_x,
61  const Vector& x_L,
62  const Vector& x_U,
63  const Matrix& Px_L,
64  const Matrix& Px_U);
65 
73  static void least_square_mults(const Journalist& jnlst,
74  IpoptNLP& ip_nlp,
75  IpoptData& ip_data,
77  const SmartPtr<EqMultiplierCalculator>& eq_mult_calculator,
78  Number constr_mult_init_max);
79 
80 
83  static void RegisterOptions(SmartPtr<RegisteredOptions> reg_options);
85 
89  {
92  };
94  private:
105 
108 
112 
123 
146 
150 
153 
158 
161  bool CalculateLeastSquarePrimals(Vector& x_ls, Vector& s_ls);
162 
165  bool CalculateLeastSquareDuals(Vector& zL_new, Vector& zU_new,
166  Vector& vL_new, Vector& vU_new,
167  Vector& yc_new, Vector& yd_new);
168 
169  };
170 
171 } // namespace Ipopt
172 
173 #endif
bool least_square_init_primal_
Flag indicating whether the primal variables should be initialized as least square fit for the linear...
SmartPtr< EqMultiplierCalculator > eq_mult_calculator_
object to be used for the initialization of the equality constraint multipliers.
Class for all IPOPT specific calculated quantities.
DefaultIterateInitializer()
Default Constructor.
Number bound_frac_
Relative parameter for bumping x0.
Number mu_init_
Initial value of barrier parameter.
BoundMultInitMethod bound_mult_init_method_
Flag indicating how bound multipliers are initialized.
Class implementing the default initialization procedure (based on user options) for the iterates...
bool CalculateLeastSquarePrimals(Vector &x_ls, Vector &s_ls)
Auxilliary method for computing least square primal variables.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Vector Base Class.
Definition: IpVector.hpp:47
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Base class for all methods for initializing the iterates.
static void RegisterOptions(SmartPtr< RegisteredOptions > reg_options)
Methods for IpoptType.
virtual bool SetInitialIterates()
Compute the initial iterates and set the into the curr field of the ip_data object.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
void operator=(const DefaultIterateInitializer &)
Overloaded Equals Operator.
This class stores a list of user set options.
static void push_variables(const Journalist &jnlst, Number bound_push, Number bound_frac, std::string name, const Vector &orig_x, SmartPtr< const Vector > &new_x, const Vector &x_L, const Vector &x_U, const Matrix &Px_L, const Matrix &Px_U)
Auxilliary function for moving the initial point.
Number slack_bound_frac_
Relative parameter for bumping s0.
Matrix Base Class.
Definition: IpMatrix.hpp:27
Number bound_push_
Absolute parameter for bumping x0.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
bool least_square_init_duals_
Flag indicating whether all dual variables should be initialized as least square fit for the lineariz...
Number * x_L
Lower bounds on variables.
Number Number * x_U
Upper bounds on variables.
SmartPtr< IterateInitializer > warm_start_initializer_
object to be used for a warm start initialization
Number constr_mult_init_max_
If max-norm of the initial equality constraint multiplier estimate is larger than this...
Class responsible for all message output.
virtual ~DefaultIterateInitializer()
Default destructor.
static void least_square_mults(const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator, Number constr_mult_init_max)
Auxilliary function for computing least_square multipliers.
SmartPtr< AugSystemSolver > aug_system_solver_
Object for solving the augmented system.
Number slack_bound_push_
Absolute parameter for bumping s0.
Number bound_mult_init_val_
Initial value for all bound mulitpliers.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:28
bool CalculateLeastSquareDuals(Vector &zL_new, Vector &zU_new, Vector &vL_new, Vector &vU_new, Vector &yc_new, Vector &yd_new)
Auxilliary method for computing least square dual variables.
bool warm_start_init_point_
Flag indicating whether warm_start_initializer should be used instead of the default initialization...